Journal of Probability and Statistics / 2012 / Article / Tab 2

Research Article

New Bandwidth Selection for Kernel Quantile Estimators

Table 2

Mean squared errors results for bandwidth selection methods for different sample sizes and for data from an exponential distribution.

𝑝 𝑛 = 1 0 0 𝑛 = 2 0 0 𝑛 = 5 0 0

0.05method 10.0016870250.00146999900.0014107454
method 20.00060232360.0002476745 8 . 1 2 2 8 7 3 𝑒 βˆ’ 0 5
0.10method 10.0013062110.00092293380.0007744410
method 20.00082252540.0004075822 1 . 7 4 9 1 5 0 𝑒 βˆ’ 0 4
0.15method 10.0015896460.00089404860.0006237375
method 20.00129635760.0006938287 3 . 1 8 6 5 9 7 𝑒 βˆ’ 0 4
0.20method 10.0021879900.00114770630.0006801504
method 20.00191881720.0010358272 4 . 7 4 6 9 0 9 𝑒 βˆ’ 0 4
0.25method 10.0029164170.00158056780.0008156225
method 20.00268386590.0014096523 6 . 3 0 3 5 3 8 𝑒 βˆ’ 0 4
0.30method 10.0038275110.00197242070.0010289166
method 20.00365426880.0018358956 7 . 9 4 8 9 4 0 𝑒 βˆ’ 0 4
0.35method 10.0049196180.00255403230.0012720751
method 20.00483016570.0023318358 9 . 7 2 4 7 9 2 𝑒 βˆ’ 0 4
0.40method 10.0058681130.00319323550.0016253398
method 20.00600922430.0028998751 1 . 1 7 0 0 3 8 𝑒 βˆ’ 0 3
0.45method 10.0072677830.00399624260.0021094081
method 20.00727856410.0035363816 1 . 4 1 7 2 6 9 𝑒 βˆ’ 0 3
0.55method 10.0117769760.00651482220.0039208447
method 20.01105991560.0055548552 2 . 1 5 4 1 3 0 𝑒 βˆ’ 0 3
0.60method 10.0128645210.00703666990.0026965785
method 20.01385853650.0070359561 2 . 6 2 6 1 3 7 𝑒 βˆ’ 0 3
0.65method 10.0181730970.00864763490.0031472559
method 20.01697094130.0088832263 3 . 2 5 5 1 1 4 𝑒 βˆ’ 0 3
0.70method 10.0211255320.01116075010.0041235720
method 20.02010497200.0114703180 4 . 2 0 1 7 4 0 𝑒 βˆ’ 0 3
0.75method 10.0240258360.01507852890.0057215181
method 20.02297639520.0149490250 5 . 8 1 2 5 2 6 𝑒 βˆ’ 0 3
0.80method 10.0373673440.02046763680.0081595071
method 20.04071068850.0181647976 8 . 0 2 0 7 8 7 𝑒 βˆ’ 0 3
0.85method 10.0577855390.03174048710.0098128398
method 20.08386576810.0300656149 1 . 1 3 4 8 6 1 𝑒 βˆ’ 0 2
0.90method 10.0787973790.04264184100.0152139697
method 20.18784568520.1117820016 2 . 1 5 6 9 8 7 𝑒 βˆ’ 0 2
0.95method 10.1212391020.08101354500.0284524316
method 20.66683238360.4923732684 1 . 4 7 8 6 7 9 𝑒 βˆ’ 0 1

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